+34.4%
ACI vs FDS
+3.2%
+31.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -0.6% | -2.0% | +1.4% | -0.2% |
| 30D | +9.5% | +13.5% | -4.0% | +7.3% |
| 3M | +10.1% | +15.2% | -5.1% | +7.3% |
| 6M | -15.4% | +47.0% | -62.4% | -21.0% |
| YTD | -19.5% | +13.9% | -33.4% | -21.5% |
| 1Y | -21.0% | +25.2% | -46.1% | -24.5% |
| 3Y | -31.2% | -25.3% | -5.9% | -27.7% |
| 5Y | -40.6% | -23.3% | -17.3% | -39.7% |
| All | +34.4% | +3.2% | +31.2% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling